Related papers: A Convergent Finite Difference Method for Optimal …
We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…
We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…
We propose a finite volume method on general meshes for the discretization of a degenerate parabolic convection-reaction-diffusion equation. Equations of this type arise in many contexts, such as the modeling of contaminant transport in…
We consider a linear symmetric and elliptic PDE and a linear goal functional. We design and analyze a goal-oriented adaptive finite element method, which steers the adaptive mesh-refinement as well as the approximate solution of the arising…
We study optimal transportation with the quadratic cost function in geodesic metric spaces satisfying suitable non-branching assumptions. We introduce and study the notions of slope along curves and along geodesics and we apply the latter…
We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…
We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…
An explicit numerical scheme is proposed for solving the initial-boundary value problem for the radiative transport equation in a rectangular domain with completely absorbing boundary condition. An upwind finite difference approximation is…
Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…
We introduce a framework for solving a class of parabolic partial differential equations on triangle mesh surfaces, including the Hamilton-Jacobi equation and the Fokker-Planck equation. PDE in this class often have nonlinear or stiff terms…
The purpose of this paper is to show that in a finite dimensional metric space with Alexandrov's curvature bounded below, Monge's transport problem for the quadratic cost admits a unique solution.
We introduce an $hp$-version discontinuous Galerkin finite element method (DGFEM) for the linear Boltzmann transport problem. A key feature of this new method is that, while offering arbitrary order convergence rates, it may be implemented…
We present a numerical method for solving the Monge-Ampere equation based on the characterization of the solution of the Dirichlet problem as the minimizer of a convex functional of the gradient and under convexity and nonlinear…
This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The…
We prove existence and uniqueness results for solutions to a class of optimal transportation problems with infinitely many marginals, supported on the real line. We also provide a characterization of the solution with an explicit formula.…
A stochastic gradient method for finite-sum minimization subject to deterministic linear constraints is proposed and analyzed. The procedure presented adapts the projected gradient method on convex set to the use of both a stochastic…
We investigate the implementation of a new stochastic Kuramoto-Vicsek-type model for global optimization of nonconvex functions on the sphere. This model belongs to the class of Consensus-Based Optimization. In fact, particles move on the…
We analyze a variational time discretization of geodesic calculus on finite- and certain classes of infinite-dimensional Riemannian manifolds. We investigate the fundamental properties of discrete geodesics, the associated discrete…
In this paper we study finite element method for three-dimensional incompressible resistive magnetohydrodynamic equations, in which the velocity, the current density, and the magnetic induction are divergence-free. It is desirable that the…
In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…